Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines
DOI10.1016/J.AMC.2014.02.028zbMATH Open1298.91178OpenAlexW3124238945MaRDI QIDQ470747FDOQ470747
Authors: Dimitrios Niklis, Michael Doumpos, Constantin Zopounidis 
Publication date: 13 November 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.02.028
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Learning and adaptive systems in artificial intelligence (68T05) Numerical methods (including Monte Carlo methods) (91G60) Credit risk (91G40)
Cites Work
Cited In (19)
- A comparative study of corporate credit ratings prediction with machine learning
- Company rating with support vector machines
- Credit risk management using automatic machine learning
- Interaction between financial risk measures and machine learning methods
- A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach
- Credit scoring method using estimated forward financial statements based on purchase order information
- Enterprise credit risk portrait and evaluation from the perspective of the supply chain
- Construction and application research of isomap-RVM credit assessment model
- Developing and testing models for replicating credit ratings: A multicriteria approach
- Determination of KMV model's optimal default point based on genetic algorithm
- Integrating data augmentation and hybrid feature selection for small sample credit risk assessment with high dimensionality
- Municipal creditworthiness modelling by kernel-based approaches with supervised and semi-supervised learning
- A new decision-making approach for multiple criteria sorting with an imbalanced set of assignment examples
- Measuring retail company performance using credit scoring techniques
- Alternative method for determining industrial bond ratings: theory and empirical evidence
- Evaluation of SMEs' credit decision based on support vector machine-logistics regression
- Using supervised kernel locality preserving projections to improve classifier performance on credit rating forecasting
- Model combination for credit risk assessment: a stacked generalization approach
- Application of FSVM-KMV model in credit risk assessment of non-listed companies based on stock price heterogeneity volatility
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